Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52271.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45907.0 Kr¶

PnL: ---------------------------------------> -815.6 Kr¶

DD now: ---------------------------------> -1.597 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 14:07:35.525550'

Anic Portfolio¶

Today¶

Return: -0.508 %¶

This Week¶

Return: -1.497 %¶

Total portfolio value¶

Return including deposits: 71.125 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 3.690000 4479.300000 159.300000 3.690000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.760000 668.360000 29.360000 4.590000 638.999984
NCC B 7 1.950000 657.650000 3.650000 0.560000 653.999997
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
SynAct Pharma 9 -0.140000 644.400000 -0.600000 -0.090000 645.000003
Addnode Group B 6 -0.400000 747.000000 -3.000000 -0.400000 750.000000
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
BONESUPPORT HOLDING 10 -0.330000 1221.000000 -3.000000 -0.250000 1224.000000
Latour B 2 -0.090000 445.000000 -4.000000 -0.890000 449.000000
Sdiptech B 3 0.890000 817.200000 -4.800000 -0.580000 822.000000
Addtech B 3 -0.340000 694.800000 -5.200000 -0.740000 699.999999
NCC A 6 -1.000000 592.800000 -6.200000 -1.040000 598.999998
Investor B 3 -0.960000 649.200000 -6.300000 -0.960000 655.500000
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Embracer Group B 26 0.740000 654.940000 -7.060000 -1.070000 661.999988
Biotage 4 -1.390000 595.600000 -7.400000 -1.230000 603.000000
Humana 40 -0.120000 660.800000 -13.200000 -1.960000 674.000000
Indutrade 5 -0.610000 1305.000000 -15.000000 -1.140000 1320.000000
Fortnox 10 -1.280000 646.600000 -21.400000 -3.200000 668.000000
Balco Group 39 0.850000 1852.500000 -22.500000 -1.200000 1874.999997
Lime Technologies 2 3.120000 562.000000 -31.000000 -5.230000 593.000000
Vitrolife 3 -1.290000 645.000000 -32.000000 -4.730000 677.000001
Volati 5 -0.740000 536.000000 -38.000000 -6.620000 574.000000
Xvivo Perfusion 3 -2.730000 801.000000 -44.000000 -5.210000 845.000001
Lundin Gold 7 -1.340000 928.200000 -45.800000 -4.700000 973.999999
Creades A 7 -8.690000 559.300000 -51.700000 -8.460000 610.999998
Ambea 68 -1.030000 2475.200000 -61.800000 -2.440000 2537.000032
Investor A 16 -1.100000 3465.600000 -79.400000 -2.240000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.210000 3806.000000 -110.000000 -2.810000 3916.000000
Gaming Innovation Group 161 -2.530000 4033.050000 -154.950000 -3.700000 4187.999942
Bactiguard Holding B 37 -7.990000 2771.300000 -188.700000 -6.380000 2960.000000
TOTAL 45907.000000 -815.600000 -1.59713% 46722.599938

Updated:¶

'2023-06-09 14:07:52.768042'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶